+127.0%
MP vs SRE
+18.5%
+108.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.6% |
| 7D | -10.5% | -9.2% | -1.3% | -7.9% |
| 30D | -23.5% | -1.9% | -21.6% | -23.0% |
| 3M | -25.4% | -6.5% | -18.9% | -24.2% |
| 6M | -51.3% | -15.2% | -36.0% | -49.0% |
| YTD | -29.9% | -9.5% | -20.5% | -28.8% |
| 1Y | -31.8% | -13.2% | -18.6% | -29.6% |
| 3Y | +127.0% | +19.5% | +107.5% | +77.9% |
| All | +127.0% | +18.5% | +108.5% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling